May19
Check out this place. On the water... yeah, it's on the water. and, it has lights. maybe smoke machine? location, location ....
http://www.sailinnofmontauk.com/BandR.html
Directions
From the center of Montauk ( the gazeebo), head East on Flamingo Rd to the first Stop sign. Turn left. The Sail Inn is on the left.